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Exercise 5 marks for each part, 3 marks total). Suppose t 0, Recall that Z(T,T) is the price at time T of a ZCB with

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Exercise 5 marks for each part, 3 marks total). Suppose t 0, Recall that Z(T,T) is the price at time T of a ZCB with maturity T2 and F(T1, T2, T3) is the forward price at time Ti for a forward contract with maturity T2 on a ZCB with maturity T3 For each pair A, B choose the most appropriate relationship out of 2,

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